State-Dependent Rates and Semi-Product-Form via the Reversed Process

2010 ◽  
pp. 207-218
Author(s):  
Nigel Thomas ◽  
Peter Harrison
Keyword(s):  
Product Form ◽  
State Dependent

State-dependent signalling in queueing networks

1994 ◽  
Vol 26 (02) ◽  
pp. 436-455 ◽  
Author(s):  
W. Henderson ◽  
B. S. Northcote ◽  
P. G. Taylor
Keyword(s):  
Queueing Networks ◽  
State Dependence ◽  
Product Form ◽  
Batch Size ◽  
Single Server ◽  
Negative Customers ◽  
Affect Control ◽  
State Dependent ◽  
Special Cases ◽  
Equilibrium Distributions

It has recently been shown that networks of queues with state-dependent movement of negative customers, and with state-independent triggering of customer movement have product-form equilibrium distributions. Triggers and negative customers are entities which, when arriving to a queue, force a single customer to be routed through the network or leave the network respectively. They are ‘signals' which affect/control network behaviour. The provision of state-dependent intensities introduces queues other than single-server queues into the network. This paper considers networks with state-dependent intensities in which signals can be either a trigger or a batch of negative customers (the batch size being determined by an arbitrary probability distribution). It is shown that such networks still have a product-form equilibrium distribution. Natural methods for state space truncation and for the inclusion of multiple customer types in the network can be viewed as special cases of this state dependence. A further generalisation allows for the possibility of signals building up at nodes.

scholarly journals Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections

2008 ◽  
Vol 40 (02) ◽  
pp. 529-547
Author(s):  
Francisco J. Piera ◽  
Ravi R. Mazumdar ◽  
Fabrice M. Guillemin
Keyword(s):  
Random Fields ◽  
Diffusion Coefficients ◽  
Boundary Behavior ◽  
Stationary Regime ◽  
Product Form ◽  
Local Times ◽  
Nonnegative Orthant ◽  
State Dependent ◽  
The Times ◽  
And Diffusion

In this paper we consider reflected diffusions with positive and negative jumps, constrained to lie in the nonnegative orthant of ℝ n . We allow for the drift and diffusion coefficients, as well as for the directions of reflection, to be random fields over time and space. We provide a boundary behavior characterization, generalizing known results in the nonrandom coefficients and constant directions of the reflection case. In particular, the regulator processes are related to semimartingale local times at the boundaries, and they are shown not to charge the times the process expends at the intersection of boundary faces. Using the boundary results, we extend the conditions for product-form distributions in the stationary regime to the case when the drift and diffusion coefficients, as well as the directions of reflection, are random fields over space.

Teletraffic engineering for product-form circuit-switched networks

1990 ◽  
Vol 22 (03) ◽  
pp. 657-675 ◽  
Author(s):  
Keith W. Ross ◽  
Danny Tsang
Keyword(s):  
Arrival Rate ◽  
Product Form ◽  
Long Distance ◽  
Tree Networks ◽  
Switched Networks ◽  
Modeling Methodology ◽  
State Dependent ◽  
Point To Point ◽  
Erlang Loss ◽  
Access Link

We develop a performance modeling methodology for product-form circuit-switched networks. These networks allow for: arbitrary topology and link capacities; Poisson and finite population arrivals; multiple classes of calls, each class with a different route and bandwidth requirement; conference as well as point-to-point calls. The methodology is first applied to generalized tree networks, which consist of multiple access links feeding into a common link. Each access link may support multiple ‘long-distance' classes (requiring circuits only on the access link and on the common link) and multiple ‘local' classes (requiring circuits only on the access link). For generalized tree networks an efficient algorithm is given to determine the blocking probabilities. The methodology is then applied to hierarchical tree networks, where traffic is repeatedly merged in the direction of a root node. We also establish a ‘Norton' theorem for product-form circuit-switched networks. This theorem implies that for any given calling class, the entire network can be replaced by an Erlang loss system with a state-dependent arrival rate, without modifying the equilibrium probabilities for the particular calling class.

State-dependent signalling in queueing networks

1994 ◽  
Vol 26 (2) ◽  
pp. 436-455 ◽  
Author(s):  
W. Henderson ◽  
B. S. Northcote ◽  
P. G. Taylor
Keyword(s):  
Queueing Networks ◽  
State Dependence ◽  
Product Form ◽  
Batch Size ◽  
Single Server ◽  
Negative Customers ◽  
Affect Control ◽  
State Dependent ◽  
Special Cases ◽  
Equilibrium Distributions

It has recently been shown that networks of queues with state-dependent movement of negative customers, and with state-independent triggering of customer movement have product-form equilibrium distributions. Triggers and negative customers are entities which, when arriving to a queue, force a single customer to be routed through the network or leave the network respectively. They are ‘signals' which affect/control network behaviour. The provision of state-dependent intensities introduces queues other than single-server queues into the network.This paper considers networks with state-dependent intensities in which signals can be either a trigger or a batch of negative customers (the batch size being determined by an arbitrary probability distribution). It is shown that such networks still have a product-form equilibrium distribution. Natural methods for state space truncation and for the inclusion of multiple customer types in the network can be viewed as special cases of this state dependence. A further generalisation allows for the possibility of signals building up at nodes.

scholarly journals Cycle times in a starlike network with state-dependent routing

1987 ◽  
Vol 1 (1) ◽  
pp. 1-12
Author(s):  
Hans Daduna
Keyword(s):  
Cycle Time ◽  
Time Distribution ◽  
Recursive Algorithm ◽  
Product Form ◽  
Stieltjes Transform ◽  
Cycle Times ◽  
State Dependent ◽  
Server System

For a star like network (central server system) with state dependent branching we compute the cycle time distribution. The Laplace-Stieltjes transform of this distribution is of product form. This allows to define a recursive algorithm for evaluation of cycle time moments of any order.

scholarly journals Boundary behavior and product-form stationary distributions of jump diffusions in the orthant with state-dependent reflections

2008 ◽  
Vol 40 (2) ◽  
pp. 529-547 ◽  
Author(s):  
Francisco J. Piera ◽  
Ravi R. Mazumdar ◽  
Fabrice M. Guillemin
Keyword(s):  
Random Fields ◽  
Diffusion Coefficients ◽  
Boundary Behavior ◽  
Stationary Regime ◽  
Product Form ◽  
Local Times ◽  
Nonnegative Orthant ◽  
State Dependent ◽  
The Times ◽  
And Diffusion

In this paper we consider reflected diffusions with positive and negative jumps, constrained to lie in the nonnegative orthant of ℝn. We allow for the drift and diffusion coefficients, as well as for the directions of reflection, to be random fields over time and space. We provide a boundary behavior characterization, generalizing known results in the nonrandom coefficients and constant directions of the reflection case. In particular, the regulator processes are related to semimartingale local times at the boundaries, and they are shown not to charge the times the process expends at the intersection of boundary faces. Using the boundary results, we extend the conditions for product-form distributions in the stationary regime to the case when the drift and diffusion coefficients, as well as the directions of reflection, are random fields over space.

A Result on Networks of Queues with Customer Coalescence and State-Dependent Signaling

1998 ◽  
Vol 35 (01) ◽  
pp. 151-164
Author(s):  
Xiuli Chao ◽  
Shaohui Zheng
Keyword(s):  
Steady State ◽  
Single Unit ◽  
Form Solution ◽  
Product Form ◽  
Transition Rates ◽  
Steady State Distribution ◽  
State Distribution ◽  
State Dependent ◽  
Batch Services ◽  
Networks Of Queues

In this paper we consider a network of queues with batch services, customer coalescence and state-dependent signaling. That is, customers are served in batches at each node, and coalesce into a single unit upon service completion. There are signals circulating in the network and, when a signal arrives at a node, a batch of customers is either deleted or triggered to move as a single unit within the network. The transition rates for both customers and signals are quite general and can depend on the state of the whole system. We show that this network possesses a product form solution. The existence of a steady state distribution is also discussed. This result generalizes some recent results of Hendersonet al. (1994), as well as those of Chaoet al. (1996).

A Result on Networks of Queues with Customer Coalescence and State-Dependent Signaling

1998 ◽  
Vol 35 (1) ◽  
pp. 151-164 ◽  
Author(s):  
Xiuli Chao ◽  
Shaohui Zheng
Keyword(s):  
Steady State ◽  
Single Unit ◽  
Form Solution ◽  
Product Form ◽  
Transition Rates ◽  
Steady State Distribution ◽  
State Distribution ◽  
State Dependent ◽  
Batch Services ◽  
Networks Of Queues

In this paper we consider a network of queues with batch services, customer coalescence and state-dependent signaling. That is, customers are served in batches at each node, and coalesce into a single unit upon service completion. There are signals circulating in the network and, when a signal arrives at a node, a batch of customers is either deleted or triggered to move as a single unit within the network. The transition rates for both customers and signals are quite general and can depend on the state of the whole system. We show that this network possesses a product form solution. The existence of a steady state distribution is also discussed. This result generalizes some recent results of Henderson et al. (1994), as well as those of Chao et al. (1996).

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